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Article
Title:
Correlations between Oil and Stock Markets: A Wavelet-Based Approach
Authors:
Belen Martin-Barragan
(
U Edinburgh
)
Sofia Ramos
(
ISCTE - Instituto Universitário de Lisboa
,
NEOMA Business School, Mont-Saint-Aignan
)
Helena Veiga
(
U Carlos III
)
Journal:
Economic Modelling
Year:
2015
Volume:
50
Pages:
212-227
JEL codes:
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G13 - Contingent Pricing; Futures Pricing
DOI:
10.1016/j.econmod.2015.06.010
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